Results 71 to 80 of about 14,555 (148)
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source
Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model
Metroeconomica, EarlyView.ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley +1 more source
Restoration Ecology, EarlyView.Abstract Introduction Recreational off‐highway vehicle (OHV) use can cause significant disturbance to natural areas. The use of local balsam poplar (Populus balsamifera L.) cuttings may be a solution to supply native plant material for the restoration of flood‐prone and riparian environments.
Raiany Dias de Andrade Silva +3 more
wiley +1 more source
On goodness‐of‐fit testing for self‐exciting point processes
Scandinavian Journal of Statistics, EarlyView.Abstract Despite the wide usage of parametric point processes in theory and applications, a sound goodness‐of‐fit procedure to test whether a given parametric model is appropriate for data coming from a self‐exciting point process has been missing in the literature.
José Carlos Fontanesi Kling +1 more
wiley +1 more source
Variable selection via thresholding
Scandinavian Journal of Statistics, EarlyView.Abstract Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero, covariates without relationships to the response often manifest small but nonzero regression coefficients.
Ka Long Keith Ho, Hien Duy Nguyen
wiley +1 more source
Application of Ternary Nanoparticles in the Heat Transfer of an MHD Non-Newtonian Fluid Flow. [PDF]
Micromachines (Basel), 2022 Sarwar N +3 more
europepmc +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Integrated multimodal platform for panoramic cardiac mapping in isolated heart experiments. On the left, an image of the experimental setup during data acquisition showing a Langendorff‐perfused rabbit heart surrounded by three optical cameras (CAM A, B and C) positioned 120° apart, each coupled with high‐power LEDs for panoramic
Jimena Siles +8 more
wiley +1 more source
Semiclassical inequalities for Dirichlet and Neumann Laplacians on convex domains
Communications on Pure and Applied Mathematics, Volume 79, Issue 3, Page 762-822, March 2026.Abstract We are interested in inequalities that bound the Riesz means of the eigenvalues of the Dirichlet and Neumann Laplacians in terms of their semiclassical counterpart. We show that the classical inequalities of Berezin–Li–Yau and Kröger, valid for Riesz exponents γ≥1$\gamma \ge 1$, extend to certain values γ<1$\gamma <1$, provided the underlying ...
Rupert L. Frank, Simon Larson
wiley +1 more source